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Singular value decomposition

Singular value decomposition factors a matrix into orthogonal directions and nonnegative singular values. Truncated SVD supplies a best low-rank approximation under common matrix norms and informs compression techniques.

A=U\Sigma V^T

Overview. Singular value decomposition factors a matrix into orthogonal directions and nonnegative singular values.

Context. Truncated SVD supplies a best low-rank approximation under common matrix norms and informs compression techniques.

Claims and evidence

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